Probability Integral Transform

Probability Integral Transform is a statistical method that transforms a random variable's observed values into uniformly distributed values on the unit interval by applying the cumulative distribution function of the variable's predicted distribution, thereby enabling the evaluation of probabilistic forecast calibration.

160

Publications

16.4K

Citations

412

Authors

236

Institutions

Publications per year

2017–2026

32

Authors

412

  1. HF
    Hongdong Fan

    China University of Mining and Technology, China

    4 publications · 163 citations

    4

    h-index

  2. ES
    E. S. Pearson

    University College London, United Kingdom

    4 publications · 286 citations

    4

    h-index

  3. TG
    Tilmann Gneiting

    University of Washington, United States

    4 publications · 3.1K citations

    4

    h-index

  4. JL
    Jiuli Liu

    China University of Mining and Technology, China

    3 publications · 64 citations

    3

    h-index

  5. CG
    Christian Genest

    Université Laval, Canada

    3 publications · 393 citations

    3

    h-index

1–5 of 412

Venues

  1. Biometrika

    11 publications · 516 citations

    11

    h-index

  2. 5

    h-index

  3. The Annals of Mathematical Statistics

    4 publications · 473 citations

    4

    h-index

  4. SSRN Electronic Journal

    Repository · 4 publications · 155 citations

    4

    h-index

  5. The Annals of Statistics

    3 publications · 595 citations

    3

    h-index

1–5